+1,751.5%
CLS vs ROL
+222.1%
+1,529.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.1% | +5.8% | +7.6% |
| 7D | -10.6% | +7.5% | -18.1% | -11.4% |
| 30D | -38.4% | +21.1% | -59.6% | -40.2% |
| 3M | -29.9% | +3.1% | -33.0% | -30.2% |
| 6M | -40.6% | -27.4% | -13.2% | -37.4% |
| YTD | -24.6% | -34.7% | +10.1% | -18.8% |
| 1Y | -30.8% | -32.9% | +2.2% | -25.9% |
| 3Y | +811.7% | +6.1% | +805.6% | +745.0% |
| 5Y | +1,838.4% | +16.3% | +1,822.1% | +1,590.5% |
| 10Y | +1,751.5% | +214.9% | +1,536.6% | +961.1% |
| All | +1,751.5% | +222.1% | +1,529.4% | +961.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling